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Statlog (German Credit Data) Dataset

Statlog (German Credit Data) Dataset

In this article, we analyze the UCI Statlog (german credit data) from Kaggle.com.

Context

The original dataset contains 1000 entries with 20 categorial/symbolic attributes prepared by Prof. Hofmann. In this dataset, each entry represents a person who takes a credit by a bank. Each person is classified as good or bad credit risks according to the set of attributes. The link to the original dataset can be found below.

Content

It is almost impossible to understand the original dataset due to its complicated system of categories and symbols. Thus, I wrote a small Python script to convert it into a readable CSV file. Several columns are simply ignored, because in my opinion either they are not important or their descriptions are obscure. The selected attributes are:

X and y sets

Train and Test Sets

StratifiedKFold is a variation of k-fold which returns stratified folds: each set contains approximately the same percentage of samples of each target class as the complete set.

Modeling: Gradient Boosting Classifier

Gradient Boosting Classifier (GBC) optimizes a model in several stages using differentiable loss function. See sklearn.ensemble.GradientBoostingClassifier for more details.

Some of the metrics that we use here to mesure the accuracy: \begin{align} \text{Confusion Matrix} = \begin{bmatrix}T_p & F_p\\ F_n & T_n\end{bmatrix}. \end{align}

where $T_p$, $T_n$, $F_p$, and $F_n$ represent true positive, true negative, false positive, and false negative, respectively.

\begin{align} \text{Precision} &= \frac{T_{p}}{T_{p} + F_{p}},\\ \text{Recall} &= \frac{T_{p}}{T_{p} + F_{n}},\\ \text{F1} &= \frac{2 \times \text{Precision} \times \text{Recall}}{\text{Precision} + \text{Recall}}\\ \text{Balanced-Accuracy (bACC)} &= \frac{1}{2}\left( \frac{T_{p}}{T_{p} + F_{n}} + \frac{T_{n}}{T_{n} + F_{p}}\right ) \end{align}

The accuracy can be a misleading metric for imbalanced data sets. In these cases, a balanced accuracy (bACC) [4] is recommended that normalizes true positive and true negative predictions by the number of positive and negative samples, respectively, and divides their sum by two.

Gradient Boosting Classifier with Default Parameters

Gradient Boosting Classifier with the Best Parameters

In order to find the parameters for our model, we can sue RandomizedSearchCV. Here, we have defined a function Best_Parm to find the best parameters.

Since we have identified the best parameters for our modeling, we train another model using these parameters.

References

  1. Kaggle German Credit Risk Dataset
  2. scikit-learn Gradient Boosting Classifier
  3. Gradient Boosting Classifier Wikipedia page
  4. Mower, Jeffrey P. "PREP-Mt: predictive RNA editor for plant mitochondrial genes." BMC bioinformatics 6.1 (2005): 1-15.